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Distributions in Life Insurance

Published online by Cambridge University Press:  29 August 2014

Jan Dhaene*
Affiliation:
Instituut voor Actuariële Wetenschappen, K.U. Leuven, Belgium
*
Instituut voor Actuariële Wetenschappen, K.U. Leuven, Dekenstraat 2, B-3000 Leuven, Belgium.
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Abstract

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In most textbooks and papers that deal with the stochastic theory of life contingencies, the stochastic approach is restricted to the computation of expectations and higher order moments. For a wide class of insurances on a single life, we derive the distribution and the probability density function of the benefit and the loss functions. Both the continuous and the discrete case are considered.

Type
Articles
Copyright
Copyright © International Actuarial Association 1990

References

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